+145.9%
AME vs LCID
-96.5%
+242.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.4% | -5.2% | +3.8% |
| 7D | -1.5% | +20.0% | -21.5% | -2.3% |
| 30D | -4.2% | -5.0% | +0.9% | -4.1% |
| 3M | -5.9% | -48.9% | +42.9% | -3.6% |
| 6M | +2.8% | -43.2% | +46.0% | +4.2% |
| YTD | +16.6% | -65.9% | +82.5% | +20.3% |
| 1Y | +22.1% | -79.2% | +101.3% | +28.4% |
| 3Y | +64.7% | -90.4% | +155.1% | +74.7% |
| 5Y | +76.6% | -99.2% | +175.8% | +95.2% |
| All | +145.9% | -96.5% | +242.4% | +177.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LCID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling